psql not responding to SIGINT upon db reconnection

Neon provides a quick start mechanism for psql using the following
workflow:

$ psql -h pg.neon.tech
NOTICE: Welcome to Neon!
Authenticate by visiting:
https://console.neon.tech/psql_session/xxx

Upon navigating to the link, the user selects their database to work
with. The psql process is then connected to a Postgres database at Neon.

psql provides a way to reconnect to the database from within itself: \c.
If, after connecting to a database such as the process previously
mentioned, the user starts a reconnection to the database from within
psql, the process will refuse to interrupt the reconnection attempt
after sending SIGINT to it.

tristan=> \c
NOTICE: Welcome to Neon!
Authenticate by visiting:
https://console.neon.tech/psql_session/yyy

^C
^C^C
^C^C

I am not really sure if this was a problem on Windows machines, but the
attached patch should support it if it does. If this was never a problem
on Windows, it might be best to check for any regressions.

This was originally discussed in the a GitHub issue[0] at Neon.

[0]: https://github.com/neondatabase/neon/issues/1449

--
Tristan Partin
Neon (https://neon.tech)